Panel Data Econometrics. Advanced Texts in Econometrics

Erscheinungsjahr 2003
ISBN: 978-0-19-924528-4
Verlag: OUP Oxford

Buch, Englisch, 244 Seiten, Print PDF, Format (B × H): 161 mm x 240 mm, Gewicht: 534 g

Written by one of a leading expert on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.

This book is intended for researchers and graduate students of econometrics.

1. Introduction; PART I: STATIC MODELS; 2. Unobserved Heterogeneity; 3. Error Components; 4. Error in Variables; PART II: DYNAMIC MODELS; 5. Covariance Structures for Dynamic Error Components; 6. Autoregressive Models with Individual Effects; 7. Models with Predetermined Variables

Autoren/Hrsg.

Arellano, Manuel

Arellano, M.

Imbens, G.

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

- 1: Introduction

- Part I: Static Models

- 2: Unobserved Heterogeneity

- 3: Error Components

- 4: Error in Variables

- Part II: Dynamic Models

- 5: Covariance Structures for Dynamic Error Components

- 6: Autoregressive Models with Individual Effects

- 7: Models with Predetermined Variables

Über Autor(innen)

Manuel Arellano is Professor at CEMFI in Madrid. He was previously a Visiting Professor of Economics at the University of Cambridge, and Editor of The Review of Economic Studies.